• Offered by Rsch Sch of Finance, Actuarial Studies & App Stats
  • ANU College ANU College of Business and Economics
  • Classification Advanced
  • Course subject Statistics
  • Areas of interest Actuarial Studies
  • Academic career PGRD
  • Course convener
    • Dr Yanlin Shi
  • Mode of delivery In Person
  • Offered in First Semester 2015
    See Future Offerings

This course introduces survival models and discusses their estimation and their application to mortality. Topics covered will include: survival models; estimation procedures for lifetime distributions; statistical models of transfers between multiple states; maximum likelihood estimation of transition intensities for such models; binomial model of mortality including estimation and comparison with multiple state models.

Learning Outcomes

Upon successful completion, students will have the knowledge and skills to:

To achieve an understanding of and facility in:
  • Explain in detail the concept of survival models.
  • Understand estimation procedures for lifetime distributions.
  • Derive statistical models of transfer between multiple states, including processes with single or multiple decrements, and describe relationships between probabilities of transfer and transition intensities.
  • Describe maximum likelihood estimators for the transition intensities in models of transfers between states with piecewise constant transition intensities.
  • Demonstrate how to test crude estimates for consistency with a standard table or a set of graduated estimates, and demonstrate the process of graduation.

Other Information

 See the course outline on the College courses page. Outlines are uploaded as they become available. 

Indicative Assessment

Assessment for this course will comprise:

  • Mid Semester Exam 20%
  • Final Examination 80%

 

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Workload

10 hours per week

Requisite and Incompatibility

To enrol in this course you must have completed STAT6039 or be enrolled in the Master of Applied Statistics.

Specialisations

Fees

Tuition fees are for the academic year indicated at the top of the page.  

If you are a domestic graduate coursework or international student you will be required to pay tuition fees. Tuition fees are indexed annually. Further information for domestic and international students about tuition and other fees can be found at Fees.

Student Contribution Band:
2
Unit value:
6 units

If you are an undergraduate student and have been offered a Commonwealth supported place, your fees are set by the Australian Government for each course. At ANU 1 EFTSL is 48 units (normally 8 x 6-unit courses). You can find your student contribution amount for each course at Fees.  Where there is a unit range displayed for this course, not all unit options below may be available.

Units EFTSL
6.00 0.12500
Domestic fee paying students
Year Fee
2015 $3414
International fee paying students
Year Fee
2015 $4350
Note: Please note that fee information is for current year only.

Offerings, Dates and Class Summary Links

The list of offerings for future years is indicative only.
Class summaries, if available, can be accessed by clicking on the View link for the relevant class number.

First Semester

Class number Class start date Last day to enrol Census date Class end date Mode Of Delivery Class Summary
2906 16 Feb 2015 06 Mar 2015 31 Mar 2015 29 May 2015 In Person N/A

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